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The stock market : crisis, recovery and emerging economies /
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hauppauge, New York :
Nova Science Publisher's,
[2011]
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| Colección: | Economic issues, problems and perspectives series.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- THE STOCK MARKET: CRISIS, RECOVERY AND EMERGING ECONOMIES; THE STOCK MARKET: CRISIS, RECOVERY AND EMERGING ECONOMIES ; CONTENTS ; PREFACE ; FEDERAL BUDGET DEFICITS, INTEREST RATES AND THE GENERAL STOCK MARKET; ABSTRACT ; 1. INTRODUCTION ; On the Real Economy ; On Financial Markets ; On Economic Policy ; Other Economic Effects ; 2. IMPORTANCE OF THE STUDY AND RESEARCH QUESTIONS ; 3. METHODOLOGY AND DATA; 3.1 Data and Preliminary Statistics ; 3.2 Model Specification ; 3.3 Dealing with the Endogeneity Problem ; 4. EMPIRICAL FINDINGS AND DISCUSSION.
- Major Limitations and Pitfalls of Value at Risk Method: Appraisal of Liquidity-Adjusted Value at Risk (LVaR) Technique: ; RISK ASSESSMENT IN EMERGING ECONOMIES-SIMULATION OF TWO STRUCTURED CASE STUDIES FOR THE GCC STOCK MARKETS ; Description of the Dataset: ; Statistical Inference of Correlation Patterns ; Simulation of Trading Risk Exposure for Structured Equity Portfolios: ; SUMMARY AND CONCLUDING REMARKS ; ACKNOWLEDGMENT ; APPENDIX I: DERIVATION OF LIQUIDITY-ADJUSTED VALUE AT RISK (LVAR) FORMULA.
- APPENDIX II: EXHIBITS OF THE RISK-ENGINES SIMULATION OUTCOMES AND STRUCTURED CASE STUDIES OF THE GCC FINANCIAL MARKETS REFERENCES ; FURTHER READING ; BIOGRAPHICAL NOTES ; AFRICA'S EMERGING CAPITAL MARKETS AND THE FINANCIAL CRISIS ; ABSTRACT ; INTRODUCTION AND BACKGROUND ; OVERVIEW OF AFRICAN CAPITAL MARKETS ; Africa's emerging stock markets ; Stylized Facts of African Stock Markets ; Banking Sector ; Bond markets ; 3. THE SUBPRIME BUBBLE: BACKDROP ; 4. THE FINANCIAL CRISIS AND AFRICAN CAPITAL MARKETS ; The Subprime Contagion ; 5. CHANNELS OF CRISIS TRANSMISSION ; Private Capital Flows.
- Direct Investment Bank Lending ; Remittances ; Impact on Stock Market ; Index performance ; IPOs ; 6. RESPONSE TO THE CRISIS AND REFORM ; NOTES; REFERENCES; STOCK MARKET BUBBLES AND CRISES: THE CASE OF EAST ASIAN EMERGING MARKETS; ABSTRACT; 1. INTRODUCTION ; 2. MEASURES OF DEVIATIONS FROM FUNDAMENTAL PRICE ; 2.1 Constant Dividend Growth Rate ; 2.2 Predictable Time Variation in the Dividend Growth Rate ; 2.3 Predictable Time Variation in the Dividend Growth Rate and in the Discount Rate ; 2. ECONOMETRIC METHODOLOGY ; 3. EMPIRICAL ANALYSIS ; 3.1 Data ; 3.2 Model selection.